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1.
一族新的共轭梯度法的全局收敛性   总被引:1,自引:0,他引:1  
共轭梯度法是求解无约束优化问题的一种重要的方法,尤其适用于大规模优化问题的求解。本文提出一族新的共轭梯度法,证明了其在推广的Wolfe非精确线搜索条件下具有全局收敛性。最后对算法进行了数值试验,试验结果验证了该算法的有效性。  相似文献   

2.
共轭梯度法是求解大规模无约束优化问题的一类重要方法.由于共轭梯度法产生的搜索方向不一定是下降方向,为保证每次迭代方向都是下降方向,本文提出一种求解无约束优化问题的谱共轭梯度算法,该方法的每次搜索方向都是下降方向.当假设目标函数一致凸,且其梯度满足Lipschitz条件,线性搜索满足Wolfe条件时,讨论所设计算法的全局收敛性.  相似文献   

3.
通过求解带有罚参数的优化问题设计共轭梯度法是一种新思路.基于Fatemi的优化问题求解,通过估计步长和选择合适的罚参数建立一个谱三项共轭梯度法,为证得算法的全局收敛性对谱参数进行修正.在标准Wolfe线搜索下证明了该谱三项共轭梯度算法的充分下降性以及全局收敛性.最后,在选取相同算例的多个算法测试结果中表明新方法数值试验性能表现良好.  相似文献   

4.
共轭梯度法是求解无约束优化问题的一种重要的方法.本文提出一族新的共轭梯度法,证明了其在推广的Wolfe非精确线搜索条件下具有全局收敛性.最后对算法进行了数值实验,实验结果验证了该算法的有效性.  相似文献   

5.
共轭梯度法是求解大规模元约束优化同题的一种有效方法,本文提出一种新的共轭梯度法,证明了在推广的Wolfe线搜索条件下方法具有全局收敛性。最后对算法进行了数值试验,试验结果表明该算法具有良好的收敛性和有效性。  相似文献   

6.
限制PR共轭梯度法及其全局收敛性   总被引:5,自引:0,他引:5  
时贞军 《数学进展》2002,31(1):47-55
PR共轭梯度法是求解大型无约束优化问题的有效算法之一,但是算法的全局收敛性在理论上一直没有得到解决。本文将PR共轭梯度法中的参数β加以限制,提出了限制R共轭梯度法,证明了Armijo搜索下算法的全局收敛性、数值试验表明算法是很有效的。  相似文献   

7.
一种混合的HS-DY共轭梯度法   总被引:22,自引:3,他引:19  
戴志锋  陈兰平 《计算数学》2005,27(4):429-436
本文在HS方法和DY方法的基础上,综合两者的优势,提出了一种求解无约束优化问题的新的混合共轭梯度法.在Wolfe线搜索下,不需给定下降条件,证明了算法的全局收敛性.数值试验表明,新算法较之HS方法和PR方法更加有效.  相似文献   

8.
共轭梯度法是求解大规模无约束优化问题的经典方法之一.基于搜索方向矩阵的谱条件数,给出了一个Dai-Liao(DL)共轭梯度法中参数的自适应形式,提出一种自适应DL共轭梯度算法.在适当的条件下,对于一致凸的目标函数证明了该方法具有全局收敛性.数值结果表明,提出的方法是可行的.  相似文献   

9.
共轭梯度法是一类具有广泛应用的求解大规模无约束优化问题的方法. 提出了一种新的非线性共轭梯度(CG)法,理论分析显示新算法在多种线搜索条件下具有充分下降性. 进一步证明了新CG算法的全局收敛性定理. 最后,进行了大量数值实验,其结果表明与传统的几类CG方法相比,新算法具有更为高效的计算性能.  相似文献   

10.
黄海 《经济数学》2011,28(2):25-28
在修正PRP共轭梯度法的基础上,提出了求解无约束优化问题的一个充分下降共轭梯度算法,证明了算法在Wolfe线搜索下全局收敛,并用数值实验表明该算法具有较好的数值结果.  相似文献   

11.
An estimate of stability of characterization of distribution types is obtained for the case of additive types. Under some conditions, the estimate has the order ε1/3L(ε), where L(ε) is a slowly varying function. Proceedings of the Seminar on Stability Problems for Stochastic Models, Moscow, Russia, 1996, Part I.  相似文献   

12.
杨海宣 《数学学报》1998,41(4):727-730
本文研究了完全正则半群簇的子簇格[V+∩PV,V+∩PV]的某些格运算性质,我们证明了簇V+∩PV可分解为V与V+∩PV的并;对任意完全正则半群簇W,有W∩(V∨V+∩PV)=(W∩V)∨(W∩V+∩PV).特别地,我们得到了等式V+∩PV=V成立的若干条件.  相似文献   

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15.
Yushkov  E. V. 《Mathematical Notes》2011,90(3-4):597-610
Mathematical Notes - We study the initial boundary-value problem for three-dimensional systems of equations of pseudoparabolic type. The system is similar to the Oskolkov system, but differs from...  相似文献   

16.
We give a characterization of the types of asymptotic discernibility of families of hypotheses in the case of hypothetical measures that are not, in general, mutually absolutely continuous. The case when the logarithm of the likelihood ratio admits an asymptotic expansion of the type of an expansion with local asymptotic normality is examined in detail. Examples are studied.Translated fromTeoriya Sluchainykh Protsessov, Vol. 15, pp. 64–71, 1987.  相似文献   

17.
The asymptotic distribution of tensors of degree N in symmetry types is studied in this paper.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 155, pp. 181–186, 1986.  相似文献   

18.
In this paper we consider derivations in the (&, )-fragment of the intuitionistic propositional calculus. As is known, replacement of any occurrence of a formula [F] in a sequent S by an occurrence of the formula [p], where p is a new propositional variable, with the simultaneous addition to the antecedent of the formula F p or p F depending on the sign of the occurrence of F in S, leaves the derivability unchanged. We give a proof of the fact that the natural extension of this transformation to derivations preserves the relation of equivalence of derivations, i.e., transformed derivations are equivalent if and only if the originals are equivalent. (Derivations are considered equivalent if certain of their normal forms coincide, or, what is the same, if their deductive terms coincide.) It is proved that by the iteration of this transformation, each derivation of an arbitrary sequent S can be transformed into a derivation of a sequent S, depending only on S, whose succedent is a variable, and in the antecedent there occur only formulas of the form a,a & b, a b,,(a b) c, a & b c, a (b & c), wherea, b, c are variables. Here if S is balanced, then S is also balanced. (A sequent is called balanced if each variable occurs in it no more than twice.) The familiar correspondence between certain concepts of the theory of categories and concepts of the theory of proofs allows one to assert that there has been constructed a univalent functor, mapping a free Cartesian closed category into itself.Translated from Zapiski Nauchnykh Seminarov Leningradskogo Otdeleniya Matematicheskogo Instituta im. V. A. Steklova AN SSSR, Vol. 88, pp. 197–207, 1979.  相似文献   

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20.
Sufficient conditions are obtained in terms of matrix elements for the boundedness of Lebesgue functions of linear methods of summation of expansions in orthogonal systems of polynomial type.Translated from Matematicheskie Zametki, Vol. 6, No. 3, pp. 277–286, September, 1969.  相似文献   

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